of_signals

of_signals contains strategy modules that transform analytics snapshots into stable directional state. It is intentionally separated from ingestion/runtime plumbing so strategy logic remains easy to test and evolve.

Core API

• Trait: [SignalModule]
• Gate result: [SignalGateDecision]
• Built-in module: [DeltaMomentumSignal]

Signal output uses of_core::SignalSnapshot and states such as LongBias, ShortBias, Neutral, and Blocked.

Delta Momentum Strategy

[DeltaMomentumSignal] is a reference implementation that:

• emits LongBias when delta >= threshold
• emits ShortBias when delta <= -threshold
• emits Neutral otherwise
• emits Blocked in runtime when quality gate fails

Quick Example

use of_core::{AnalyticsSnapshot, SignalState};
use of_signals::{DeltaMomentumSignal, SignalModule};

let mut signal = DeltaMomentumSignal::new(100);
signal.on_analytics(&AnalyticsSnapshot {
    delta: 150,
    ..Default::default()
});

let snapshot = signal.snapshot();
assert!(matches!(snapshot.state, SignalState::LongBias));

Quality Gate Example

use of_core::DataQualityFlags;
use of_signals::{DeltaMomentumSignal, SignalGateDecision, SignalModule};

let signal = DeltaMomentumSignal::default();
let gate = signal.quality_gate(DataQualityFlags::SEQUENCE_GAP);
assert_eq!(gate, SignalGateDecision::Block);

Implementing Your Own Signal Module

Implement [SignalModule] and keep it:

• deterministic (important for replay parity)
• explicit about confidence and reason fields
• strict about quality gating for unsafe feed states